Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
DOI10.1007/S13160-021-00472-0zbMath1475.62249OpenAlexW3171063026MaRDI QIDQ2231611
Zhangting Chen, Fengyang Cheng, Dong Ya Cheng
Publication date: 30 September 2021
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-021-00472-0
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10) Credit risk (91G40)
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Cites Work
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